-12.3%
TLT vs O
+78.3%
-90.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | +3.5% | -3.8% | -0.4% |
| 30D | +3.7% | +10.4% | -6.7% | +3.3% |
| 3M | -0.7% | -2.4% | +1.8% | -0.6% |
| 6M | -4.2% | -1.2% | -3.0% | -4.2% |
| YTD | -4.0% | +10.4% | -14.4% | -4.4% |
| 1Y | -5.8% | +11.4% | -17.3% | -6.2% |
| 3Y | +4.1% | +40.4% | -36.3% | +3.1% |
| 5Y | -34.8% | +12.1% | -46.9% | -35.5% |
| 10Y | -12.3% | +82.7% | -95.1% | -20.4% |
| All | -12.3% | +78.3% | -90.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling